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Discrete-Time Valuation of American Options with Stochastic Interest Rates
Language: en
Pages:

Discrete-Time Valuation of American Options with Stochastic Interest Rates

Authors: Kaushik I. Amin
Categories:
Type: BOOK - Published: 2012 - Publisher:

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We develop an arbitrage-free discrete time model to price American-style claims for which domestic term structurerisk, foreign term structure risk and currency
A Simplified Discrete Time Approach for the Pricing of Derivative Securities with Stochastic Interest Rates
Language: en
Pages: 68

A Simplified Discrete Time Approach for the Pricing of Derivative Securities with Stochastic Interest Rates

Authors: Kaushik I. Amin
Categories: Futures
Type: BOOK - Published: 1990 - Publisher:

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Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates
Language: en
Pages: 12

Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates

Authors: J. L. Prigent
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Pricing American Options with Stochastic Interest Rates
Language: en
Pages: 58

Pricing American Options with Stochastic Interest Rates

Authors: Kaushik I. Amin
Categories: International finance
Type: BOOK - Published: 1992 - Publisher:

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The Valuation of American Options with Stochastic Interest Rates
Language: en
Pages: 41

The Valuation of American Options with Stochastic Interest Rates

Authors: Anthony Saunders
Categories: Bank capital
Type: BOOK - Published: 1991 - Publisher:

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